Description Usage Arguments Value Author(s) References See Also

Functions to construct proposal distributions for use with MCMC methods.

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
mvn.diag.rw(rw.sd)
mvn.rw(rw.var)
mvn.rw.adaptive(
rw.sd,
rw.var,
scale.start = NA,
scale.cooling = 0.999,
shape.start = NA,
target = 0.234,
max.scaling = 50
)
``` |

`rw.sd` |
named numeric vector; random-walk SDs for a multivariate normal random-walk proposal with diagonal variance-covariance matrix. |

`rw.var` |
square numeric matrix with row- and column-names. Specifies the variance-covariance matrix for a multivariate normal random-walk proposal distribution. |

`scale.start, scale.cooling, shape.start, target, max.scaling` |
parameters
to control the proposal adaptation algorithm. Beginning with MCMC
iteration |

Each of these calls constructs a function suitable for use as the
`proposal`

argument of `pmcmc`

or `abc`

. Given a parameter
vector, each such function returns a single draw from the corresponding
proposal distribution.

Aaron A. King, Sebastian Funk

2009

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